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Continuous-Time Mean-Variance Portfolio Selection Under Non-Markovian Regime-Switching Model with Random Horizon.

Tian ChenRuyi LiuZhen Wu
Published in: J. Syst. Sci. Complex. (2023)
Keyphrases
  • portfolio selection
  • management system
  • portfolio optimization
  • genetic algorithm
  • artificial intelligence
  • search space
  • non stationary